PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CE31.L vs. VWCE.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CE31.L and VWCE.DE is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CE31.L vs. VWCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
-3.14%
11.72%
CE31.L
VWCE.DE

Key characteristics

Sharpe Ratio

CE31.L:

0.23

VWCE.DE:

2.06

Sortino Ratio

CE31.L:

0.38

VWCE.DE:

2.81

Omega Ratio

CE31.L:

1.04

VWCE.DE:

1.41

Calmar Ratio

CE31.L:

0.08

VWCE.DE:

2.85

Martin Ratio

CE31.L:

0.62

VWCE.DE:

13.34

Ulcer Index

CE31.L:

1.47%

VWCE.DE:

1.72%

Daily Std Dev

CE31.L:

4.01%

VWCE.DE:

11.10%

Max Drawdown

CE31.L:

-18.33%

VWCE.DE:

-33.43%

Current Drawdown

CE31.L:

-9.42%

VWCE.DE:

-0.73%

Returns By Period

In the year-to-date period, CE31.L achieves a 0.54% return, which is significantly lower than VWCE.DE's 3.47% return.


CE31.L

YTD

0.54%

1M

0.72%

6M

-1.52%

1Y

0.66%

5Y*

-0.13%

10Y*

1.36%

VWCE.DE

YTD

3.47%

1M

1.92%

6M

19.18%

1Y

23.56%

5Y*

11.34%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CE31.L vs. VWCE.DE - Expense Ratio Comparison

CE31.L has a 0.15% expense ratio, which is lower than VWCE.DE's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VWCE.DE
Vanguard FTSE All-World UCITS ETF
Expense ratio chart for VWCE.DE: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for CE31.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

CE31.L vs. VWCE.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CE31.L
The Risk-Adjusted Performance Rank of CE31.L is 1111
Overall Rank
The Sharpe Ratio Rank of CE31.L is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of CE31.L is 1010
Sortino Ratio Rank
The Omega Ratio Rank of CE31.L is 1010
Omega Ratio Rank
The Calmar Ratio Rank of CE31.L is 1010
Calmar Ratio Rank
The Martin Ratio Rank of CE31.L is 1212
Martin Ratio Rank

VWCE.DE
The Risk-Adjusted Performance Rank of VWCE.DE is 8484
Overall Rank
The Sharpe Ratio Rank of VWCE.DE is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of VWCE.DE is 8383
Sortino Ratio Rank
The Omega Ratio Rank of VWCE.DE is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VWCE.DE is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VWCE.DE is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CE31.L vs. VWCE.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for CE31.L, currently valued at 0.00, compared to the broader market0.002.004.000.001.44
The chart of Sortino ratio for CE31.L, currently valued at 0.05, compared to the broader market0.005.0010.000.052.02
The chart of Omega ratio for CE31.L, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.26
The chart of Calmar ratio for CE31.L, currently valued at 0.00, compared to the broader market0.005.0010.0015.0020.000.002.14
The chart of Martin ratio for CE31.L, currently valued at 0.00, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.008.30
CE31.L
VWCE.DE

The current CE31.L Sharpe Ratio is 0.23, which is lower than the VWCE.DE Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of CE31.L and VWCE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.00
1.44
CE31.L
VWCE.DE

Dividends

CE31.L vs. VWCE.DE - Dividend Comparison

Neither CE31.L nor VWCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CE31.L vs. VWCE.DE - Drawdown Comparison

The maximum CE31.L drawdown since its inception was -18.33%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for CE31.L and VWCE.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.60%
-2.16%
CE31.L
VWCE.DE

Volatility

CE31.L vs. VWCE.DE - Volatility Comparison

The current volatility for iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) is 2.35%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 4.21%. This indicates that CE31.L experiences smaller price fluctuations and is considered to be less risky than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
2.35%
4.21%
CE31.L
VWCE.DE
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab